VULCAN MATERIALS (Germany) Performance
| VMC Stock | 274.00 2.00 0.74% |
On a scale of 0 to 100, VULCAN MATERIALS holds a performance score of 16. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VULCAN MATERIALS's returns are expected to increase less than the market. However, during the bear market, the loss of holding VULCAN MATERIALS is expected to be smaller as well. Please check VULCAN MATERIALS's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether VULCAN MATERIALS's existing price patterns will revert.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in VULCAN MATERIALS are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, VULCAN MATERIALS unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
VULCAN |
VULCAN MATERIALS Relative Risk vs. Return Landscape
If you would invest 21,560 in VULCAN MATERIALS on August 29, 2024 and sell it today you would earn a total of 5,840 from holding VULCAN MATERIALS or generate 27.09% return on investment over 90 days. VULCAN MATERIALS is generating 0.3925% of daily returns and assumes 1.9021% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than VULCAN, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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VULCAN MATERIALS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VULCAN MATERIALS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VULCAN MATERIALS, and traders can use it to determine the average amount a VULCAN MATERIALS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2063
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Estimated Market Risk
| 1.9 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.39 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average VULCAN MATERIALS is performing at about 16% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VULCAN MATERIALS by adding it to a well-diversified portfolio.
Things to note about VULCAN MATERIALS performance evaluation
Checking the ongoing alerts about VULCAN MATERIALS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VULCAN MATERIALS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating VULCAN MATERIALS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate VULCAN MATERIALS's stock performance include:- Analyzing VULCAN MATERIALS's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether VULCAN MATERIALS's stock is overvalued or undervalued compared to its peers.
- Examining VULCAN MATERIALS's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating VULCAN MATERIALS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VULCAN MATERIALS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VULCAN MATERIALS's stock. These opinions can provide insight into VULCAN MATERIALS's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for VULCAN Stock Analysis
When running VULCAN MATERIALS's price analysis, check to measure VULCAN MATERIALS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VULCAN MATERIALS is operating at the current time. Most of VULCAN MATERIALS's value examination focuses on studying past and present price action to predict the probability of VULCAN MATERIALS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VULCAN MATERIALS's price. Additionally, you may evaluate how the addition of VULCAN MATERIALS to your portfolios can decrease your overall portfolio volatility.